-3.7%
APA vs SPMO
+517.6%
-521.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | 0.0% |
| 7D | +4.6% | -0.9% | +5.5% | +5.4% |
| 30D | +11.9% | -1.9% | +13.8% | +13.5% |
| 3M | +22.5% | -1.4% | +23.8% | +20.2% |
| 6M | +37.5% | +25.5% | +12.0% | +2.4% |
| YTD | +87.2% | +24.8% | +62.3% | +39.3% |
| 1Y | +101.4% | +24.5% | +76.9% | +49.4% |
| 3Y | +16.9% | +157.1% | -140.2% | -62.3% |
| 5Y | +178.4% | +149.5% | +28.9% | -3.8% |
| All | -3.7% | +517.6% | -521.3% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling